I was able to finally add a step file to a part. Wasn't easy to figure out, that you can right click on the part in the "Description" box of the Library tab and edit footprint. then click on 3D Body in place tab.

I find it is easier to manipulate and edit the parts by actually opening the schlib or the pcblib instead of through the libraries view pane. This is under the file > Open Document and then browse to the file.

But yeah you can do it that way too.

For what it is worth and if you didn't know, you can add and manipulate 3D bodies on the PCB without being in a component. There is no menu icon for it but if you are in the PCB and use the search/command window and type in Place... you get some commands include Place 3D body. It becomes a free model in the design.